A discounted approach in communicating average Markov decision chains under risk-aversion
DOI10.1007/s10957-020-01758-yzbMath1461.93551OpenAlexW3092490451MaRDI QIDQ2025296
Rolando Cavazos-Cadena, Julio Saucedo-Zul, Hugo Cruz-Suárez
Publication date: 11 May 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-020-01758-y
fixed pointcompact supportexponential utilitycontractive operatorequivalence of inferior and superior limit average criteria
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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